Combine Dry Ingredients: In a medium mixing bowl, whisk together the flour, yeast, and salt. Set the bowl aside.
Mix Dough: Using a stand mixer with a paddle attachment (or a hand mixer), combine the melted butter and warm milk on a low to medium setting. Gradually incorporate the flour mixture into the bowl, adding it one cup at a time. Allow each portion to blend fully before adding more. Continue mixing until the dough is soft and no longer sticky, about 3-5 minutes. If needed, add extra flour 1 tablespoon at a time to prevent sticking.
Let the Dough Rest: Cover the bowl with plastic wrap and leave the dough to rest at room temperature for 30 minutes. This helps the dough become easier to work with.
Prepare Baking Sheets: Line two large baking sheets with parchment paper and set them aside.
Divide and Roll the Dough: Cut the dough into five equal portions. Take one portion and roll it out on a floured surface into a thin circle, about 10 inches in diameter and less than ¼ inch thick.
Add Sugar and Jam: Sprinkle ½ tablespoon of granulated sugar over the rolled-out dough. Spread a thin, even layer of jam over the surface. Avoid spreading too close to the edges to prevent leaks during baking.
Cut and Shape: Using a pizza cutter or sharp knife, slice the dough circle into 12 even triangular sections, similar to cutting a pizza. Starting at the wider edge of each triangle, roll the dough tightly toward the narrow tip to form a crescent. Place each rolled piece seam-side down onto the prepared baking sheets, leaving about an inch of space between them.
Proof the Rugelach: Allow the rugelach to proof in a warm area, like a 100°F oven, for 30 to 45 minutes until they appear slightly puffed. If proofing at room temperature, expect the process to take about twice as long.
Bake the Pastries: If proofed in the oven, remove the trays and preheat the oven to 350°F. Bake the rugelach for 25 to 30 minutes, turning the trays halfway through, until the tops are lightly golden.
Coat with Sugar: While still warm, roll the baked rugelach in confectioners’ sugar. Transfer them to a serving plate and let them cool slightly before enjoying.